YieldCurve (version 4.0)

ECBYieldCurve: Yield curve data spot rate, AAA-rated bonds, maturities from 3 months to 30 years

Description

Government bond, nominal, all triple A issuer companies. The maturity are 3 and 6 months and from 1 year to 30 years with frequency business day, provided by European Central Bank.

Usage

data(ECBYieldCurve)

source

ECB: http://www.ecb.europa.eu/stats/money/yc/html/index.en.html. Data set is also available for download in Excel format at http://www.guirreri.host22.com/index.php?p=1_2_Documents.

Examples

data(ECBYieldCurve)
## maybe str(ECBYieldCurve) ; plot(ECBYieldCurve) 
tau <- c(3/12,6/12,1:30)
par(mfrow=c(1,2))
plot(tau,ECBYieldCurve[1,],type="o", ylim=c(0,5), 
	main="European Union's yield curve",sub="29/12/2006")
grid()
plot(tau,ECBYieldCurve[655,],type="o", ylim=c(0,5), 
	main="European Union's yield curve",sub="24/07/2009")
grid()